Centre for microdata methods and practice
Martin joined UCL and the Centre for Microdata Methods and Practice in 2011 after finishing his PhD at the University of Southern California. He is also a Research Fellow at the Institute for Fiscal Studies and a Turing Fellow at the Alan Turing Institute. He is working on Econometrics, with a special focus on panel data models, social networks, factor models, and high-dimensional inference
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.
Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known… Continue reading.
In this paper we study the least squares (LS) estimator in a linear panel regression model… Continue reading.
This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which… Continue reading.
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies… Continue reading.
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which… Continue reading.